Strategy - FX

Description

This extends the work of swhanly with a variation of accelerating dual momentum. However, here the use of regular currency and index funds for a diversified performance.

This strategy uses the following risk-on assets: FXA, FXB, FXC, FXE, FXF, FXY, CYB, SPY, QQQ. with UBT being the risk off haven.

It will buy only one risk on asset at a time.

Trading happens on the Close of the signal day

Details

    Metrics

    Metric Measure
    AccountName 5a46428c-4d34-43bf-b50a-4bab32b4a4f3
    NoOfTrades 307.00
    NoOfWins 175.00
    NoOfLosses 132.00
    SharpRatio 0.93
    SortinoRatio 1.20
    GrossProfit $54240.91
    FirstDate 2010-12-30
    LastDate 2024-02-29
    FirstEquity $10000.00
    FinalEquity $64240.91
    OpenEquity $46034.66
    LongEquity $54240.91
    ShortEquity $0.00
    PercentWins 57.00%
    AveWin 3.10%
    AveLoss -2.02%
    AveWinLoss 1.54
    Expectancy 0.90%
    MedianDrawUp 28.98%
    MednDrawDown -7.68%
    MaxDrawDown -21.65%
    Kelly 29.08%
    Thorpe 6.12
    Rachev 0.84
    PAPR 4.41%
    APR 15.17%
    CalmarRatio 1.54

    Trades

    Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
    QQQ 2010-12-30 2010-12-31 $48.37 $48.20 Long 149 -0.37% 2792.22 9973.63
    QQQ 2010-12-31 2011-01-28 $48.20 $49.32 Long 149 2.33% 2841.54 10141.10
    QQQ 2011-01-28 2011-01-31 $49.32 $49.56 Long 148 0.48% 2841.54 10176.46
    QQQ 2011-01-31 2011-02-25 $49.56 $51.02 Long 148 2.95% 2892.56 10392.58
    QQQ 2011-02-25 2011-02-28 $51.02 $51.13 Long 147 0.21% 2892.56 10408.05
    QQQ 2011-02-28 2011-03-30 $51.13 $50.83 Long 147 -0.58% 2892.56 10364.08
    QQQ 2011-03-30 2011-03-31 $50.83 $50.90 Long 147 0.14% 2888.11 10374.51
    SPY 2011-03-31 2011-04-28 $103.98 $106.74 Long 72 2.65% 2994.84 10573.25
    SPY 2011-04-28 2011-04-29 $106.74 $106.99 Long 71 0.24% 2982.40 10591.07
    FXA 2011-04-29 2011-05-31 $93.93 $91.78 Long 81 -2.29% 2990.84 10416.51
    FXF 2011-05-31 2011-06-29 $116.03 $118.45 Long 64 2.09% 2990.84 10571.96
    FXF 2011-06-29 2011-06-30 $118.45 $117.67 Long 64 -0.67% 2990.84 10521.42
    FXF 2011-06-30 2011-07-28 $117.67 $123.35 Long 64 4.83% 3114.19 10885.03
    FXF 2011-07-28 2011-07-29 $123.35 $125.73 Long 63 1.93% 3062.53 11035.28
    UBT 2011-07-29 2011-08-30 $19.54 $24.09 Long 408 23.26% 3592.45 12890.06
    UBT 2011-08-30 2011-08-31 $24.09 $23.37 Long 386 -2.96% 3522.32 12614.89
    UBT 2011-08-31 2011-09-29 $23.37 $28.23 Long 389 20.75% 4030.38 14502.01
    UBT 2011-09-29 2011-09-30 $28.23 $29.65 Long 371 5.04% 4178.62 15029.59
    UBT 2011-09-30 2011-10-14 $29.65 $26.48 Long 366 -10.69% 13869.10 13869.10
    UBT 2011-10-28 2011-10-31 $25.24 $27.25 Long 396 7.93% 4090.62 14661.89
    UBT 2011-10-31 2011-11-29 $27.25 $29.22 Long 388 7.26% 4295.18 15429.17
    UBT 2011-11-29 2011-11-30 $29.22 $28.18 Long 381 -3.57% 4182.47 15031.29
    UBT 2011-11-30 2011-12-29 $28.18 $29.94 Long 385 6.25% 4362.11 15709.66
    UBT 2011-12-29 2011-12-30 $29.94 $30.10 Long 379 0.53% 4392.21 15769.45
    UBT 2011-12-30 2012-01-30 $30.10 $29.15 Long 378 -3.17% 4304.78 15409.13
    UBT 2012-01-30 2012-01-31 $29.15 $29.85 Long 381 2.42% 4386.86 15677.49
    QQQ 2012-01-31 2012-02-28 $54.02 $57.74 Long 209 6.89% 4617.84 16455.32
    QQQ 2012-02-28 2012-02-29 $57.74 $57.48 Long 205 -0.45% 4560.35 16402.26
    QQQ 2012-02-29 2012-03-29 $57.48 $60.51 Long 206 5.26% 4741.87 17024.56
    QQQ 2012-03-29 2012-03-30 $60.51 $60.39 Long 203 -0.19% 4741.87 17000.97
    QQQ 2012-03-30 2012-04-27 $60.39 $60.11 Long 203 -0.46% 4741.87 16944.71
    QQQ 2012-04-27 2012-04-30 $60.11 $59.68 Long 203 -0.71% 4682.19 16857.60
    QQQ 2012-04-30 2012-05-30 $59.68 $55.72 Long 204 -6.64% 4459.29 16049.68
    QQQ 2012-05-30 2012-05-31 $55.72 $55.48 Long 208 -0.43% 4459.29 15999.47
    QQQ 2012-05-31 2012-06-28 $55.48 $55.73 Long 208 0.45% 4459.29 16051.78
    QQQ 2012-06-28 2012-06-29 $55.73 $57.49 Long 208 3.15% 4574.27 16417.07
    QQQ 2012-06-29 2012-07-30 $57.49 $58.08 Long 206 1.03% 4632.35 16538.90
    QQQ 2012-07-30 2012-07-31 $58.08 $58.06 Long 205 -0.03% 4632.35 16535.23
    QQQ 2012-07-31 2012-08-30 $58.06 $60.67 Long 205 4.49% 4753.69 17069.75
    QQQ 2012-08-30 2012-08-31 $60.67 $61.07 Long 203 0.66% 4814.77 17151.61
    QQQ 2012-08-31 2012-09-27 $61.07 $62.13 Long 202 1.73% 4876.90 17364.70
    QQQ 2012-09-27 2012-09-28 $62.13 $61.62 Long 201 -0.82% 4798.57 17261.75
    SPY 2012-09-28 2012-10-31 $116.48 $114.36 Long 107 -1.82% 4798.57 17034.94
    SPY 2012-10-31 2012-11-29 $114.36 $114.98 Long 107 0.54% 4798.57 17101.60
    SPY 2012-11-29 2012-11-30 $114.98 $115.01 Long 107 0.02% 4798.57 17104.19
    SPY 2012-11-30 2012-12-28 $115.01 $114.10 Long 107 -0.79% 4798.57 17007.42
    SPY 2012-12-28 2012-12-31 $114.10 $116.04 Long 107 1.70% 4798.57 17214.92
    SPY 2012-12-31 2013-01-30 $116.04 $122.28 Long 107 5.38% 5043.13 17882.78
    SPY 2013-01-30 2013-01-31 $122.28 $121.98 Long 105 -0.25% 5043.13 17851.12
    SPY 2013-01-31 2013-02-27 $121.98 $123.78 Long 105 1.48% 5043.13 18040.20
    SPY 2013-02-27 2013-02-28 $123.78 $123.54 Long 105 -0.20% 5043.13 18014.54
    SPY 2013-02-28 2013-03-28 $123.54 $128.23 Long 105 3.80% 5171.36 18507.13
    SPY 2013-03-28 2013-04-29 $128.23 $130.38 Long 104 1.68% 5301.74 18731.00
    SPY 2013-04-29 2013-04-30 $130.38 $130.69 Long 103 0.24% 5301.74 18763.03
    SPY 2013-04-30 2013-05-30 $130.69 $135.73 Long 103 3.85% 5437.47 19281.49
    SPY 2013-05-30 2013-05-31 $135.73 $133.78 Long 102 -1.44% 5303.69 19082.80
    SPY 2013-05-31 2013-06-27 $133.78 $132.53 Long 103 -0.93% 5303.69 18954.64
    SPY 2013-06-27 2013-06-28 $132.53 $131.99 Long 103 -0.41% 5303.69 18898.70
    SPY 2013-06-28 2013-07-30 $131.99 $138.71 Long 103 5.09% 5442.40 19591.08
    SPY 2013-07-30 2013-07-31 $138.71 $138.81 Long 102 0.07% 5487.73 19601.15
    QQQ 2013-07-31 2013-08-29 $68.85 $69.02 Long 205 0.25% 5487.73 19636.54
    QQQ 2013-08-29 2013-08-30 $69.02 $68.57 Long 205 -0.65% 5487.73 19545.27
    QQQ 2013-08-30 2013-09-27 $68.57 $72.06 Long 205 5.09% 5631.85 20260.16
    QQQ 2013-09-27 2013-09-30 $72.06 $71.89 Long 203 -0.24% 5631.85 20225.01
    QQQ 2013-09-30 2013-10-30 $71.89 $75.57 Long 203 5.12% 5858.56 20972.42
    QQQ 2013-10-30 2013-10-31 $75.57 $75.41 Long 200 -0.22% 5858.56 20939.61
    QQQ 2013-10-31 2013-11-29 $75.41 $78.13 Long 200 3.61% 6014.82 21484.60
    QQQ 2013-11-29 2013-12-30 $78.13 $79.89 Long 198 2.26% 6094.71 21833.81
    QQQ 2013-12-30 2013-12-31 $79.89 $80.41 Long 197 0.65% 6094.71 21936.47
    QQQ 2013-12-31 2014-01-30 $80.41 $79.08 Long 197 -1.66% 6015.63 21673.52
    QQQ 2014-01-30 2014-01-31 $79.08 $78.87 Long 198 -0.27% 6015.63 21631.88
    QQQ 2014-01-31 2014-02-27 $78.87 $83.02 Long 198 5.27% 6264.70 22454.26
    QQQ 2014-02-27 2014-02-28 $83.02 $82.93 Long 195 -0.11% 6264.70 22436.36
    QQQ 2014-02-28 2014-03-28 $82.93 $80.10 Long 195 -3.42% 6104.51 21883.50
    QQQ 2014-03-28 2014-03-31 $80.10 $80.67 Long 197 0.71% 6225.07 21995.88
    SPY 2014-03-31 2014-04-29 $156.15 $156.76 Long 101 0.40% 6225.07 22058.29
    SPY 2014-04-29 2014-04-30 $156.76 $157.23 Long 101 0.30% 6225.07 22105.52
    SPY 2014-04-30 2014-05-29 $157.23 $160.62 Long 101 2.16% 6385.70 22447.90
    SPY 2014-05-29 2014-05-30 $160.62 $160.88 Long 100 0.16% 6253.14 22473.78
    UBT 2014-05-30 2014-06-27 $28.81 $28.58 Long 563 -0.79% 6224.55 22346.36
    UBT 2014-06-27 2014-06-30 $28.58 $28.65 Long 564 0.22% 6266.52 22381.64
    QQQ 2014-06-30 2014-07-30 $86.64 $89.47 Long 186 3.27% 6445.46 22908.46
    QQQ 2014-07-30 2014-07-31 $89.47 $87.66 Long 184 -2.02% 6268.98 22575.73
    UBT 2014-07-31 2014-08-28 $29.07 $31.71 Long 561 9.08% 6681.18 24057.03
    UBT 2014-08-28 2014-08-29 $31.71 $31.60 Long 548 -0.34% 6691.73 23998.27
    QQQ 2014-08-29 2014-09-29 $92.06 $91.23 Long 188 -0.90% 6691.73 23842.97
    QQQ 2014-09-29 2014-09-30 $91.23 $91.36 Long 188 0.14% 6643.73 23867.31
    UBT 2014-09-30 2014-10-30 $30.38 $32.22 Long 567 6.05% 6933.67 24909.93
    UBT 2014-10-30 2014-10-31 $32.22 $32.13 Long 558 -0.28% 6949.21 24859.88
    QQQ 2014-10-31 2014-11-28 $93.77 $98.04 Long 191 4.55% 7145.28 25674.16
    QQQ 2014-11-28 2014-12-30 $98.04 $96.83 Long 189 -1.23% 7145.28 25446.38
    QQQ 2014-12-30 2014-12-31 $96.83 $95.84 Long 189 -1.03% 7049.44 25258.67
    QQQ 2014-12-31 2015-01-29 $95.84 $94.58 Long 190 -1.32% 6954.86 25018.82
    QQQ 2015-01-29 2015-01-30 $94.58 $93.84 Long 191 -0.78% 6954.86 24878.76
    QQQ 2015-01-30 2015-02-26 $93.84 $101.06 Long 191 7.70% 7359.12 26258.07
    QQQ 2015-02-26 2015-02-27 $101.06 $100.62 Long 187 -0.44% 7359.12 26174.75
    QQQ 2015-02-27 2015-03-30 $100.62 $99.29 Long 187 -1.32% 7259.83 25927.22
    QQQ 2015-03-30 2015-03-31 $99.29 $98.24 Long 188 -1.06% 7161.58 25729.58
    QQQ 2015-03-31 2015-04-29 $98.24 $101.73 Long 189 3.55% 7365.05 26388.96
    QQQ 2015-04-29 2015-04-30 $101.73 $100.13 Long 187 -1.57% 7264.91 26089.72
    QQQ 2015-04-30 2015-05-28 $100.13 $103.00 Long 188 2.86% 7470.91 26628.43
    QQQ 2015-05-28 2015-05-29 $103.00 $102.38 Long 186 -0.60% 7368.53 26514.22
    QQQ 2015-05-29 2015-06-29 $102.38 $99.49 Long 187 -2.83% 7269.04 25972.60
    QQQ 2015-06-29 2015-06-30 $99.49 $99.84 Long 188 0.36% 7243.86 26039.22
    FXF 2015-06-30 2015-07-30 $103.84 $100.04 Long 181 -3.66% 7043.77 25351.74
    FXF 2015-07-30 2015-07-31 $100.04 $100.41 Long 183 0.37% 7055.56 25419.40
    TBF 2015-07-31 2015-08-28 $23.07 $23.01 Long 796 -0.28% 7055.56 25368.00
    TBF 2015-08-28 2015-08-31 $23.01 $23.16 Long 796 0.68% 7078.72 25492.82
    TBF 2015-08-31 2015-09-29 $23.16 $22.54 Long 795 -2.67% 6943.45 25001.49
    TBF 2015-09-29 2015-09-30 $22.54 $22.62 Long 801 0.33% 6966.07 25060.60
    TBF 2015-09-30 2015-10-29 $22.62 $22.83 Long 800 0.94% 7011.73 25230.32
    TBF 2015-10-29 2015-10-30 $22.83 $22.68 Long 798 -0.65% 6989.05 25112.55
    TBF 2015-10-30 2015-11-27 $22.68 $22.93 Long 799 1.10% 7034.91 25311.54
    TBF 2015-11-27 2015-11-30 $22.93 $22.84 Long 797 -0.40% 7034.04 25238.03
    UBT 2015-11-30 2015-12-30 $34.09 $33.27 Long 534 -2.41% 6900.97 24798.64
    UBT 2015-12-30 2015-12-31 $33.27 $33.44 Long 538 0.52% 6934.41 24891.93
    UBT 2015-12-31 2016-01-28 $33.44 $36.85 Long 537 10.20% 7450.31 26722.98
    UBT 2016-01-28 2016-01-29 $36.85 $37.46 Long 523 1.66% 7525.24 27042.88
    UBT 2016-01-29 2016-02-26 $37.46 $39.46 Long 521 5.32% 7801.43 28082.14
    UBT 2016-02-26 2016-02-29 $39.46 $39.69 Long 514 0.59% 7841.12 28201.80
    UBT 2016-02-29 2016-03-30 $39.69 $39.06 Long 513 -1.58% 7763.00 27879.36
    UBT 2016-03-30 2016-03-31 $39.06 $39.78 Long 515 1.84% 7850.44 28248.58
    FXA 2016-03-31 2016-04-28 $73.37 $73.04 Long 278 -0.45% 7850.44 28155.81
    FXA 2016-04-28 2016-04-29 $73.04 $72.82 Long 278 -0.30% 7817.22 28094.61
    FXY 2016-04-29 2016-05-31 $90.93 $87.36 Long 223 -3.93% 7642.50 27298.50
    FXY 2016-05-31 2016-06-29 $87.36 $94.02 Long 225 7.62% 8018.58 28797.00
    FXY 2016-06-29 2016-06-30 $94.02 $93.58 Long 221 -0.47% 8005.53 28699.76
    UBT 2016-06-30 2016-07-28 $44.89 $46.08 Long 461 2.64% 8143.76 29246.99
    UBT 2016-07-28 2016-07-29 $46.08 $46.84 Long 458 1.65% 8286.37 29596.12
    FXY 2016-07-29 2016-08-30 $94.71 $93.77 Long 225 -0.99% 8192.60 29384.62
    FXY 2016-08-30 2016-08-31 $93.77 $93.35 Long 226 -0.45% 8207.34 29289.70
    QQQ 2016-08-31 2016-09-29 $109.80 $111.40 Long 192 1.46% 8318.74 29596.64
    QQQ 2016-09-29 2016-09-30 $111.40 $112.23 Long 191 0.75% 8318.74 29755.54
    QQQ 2016-09-30 2016-10-28 $112.23 $110.70 Long 191 -1.36% 8208.04 29463.02
    QQQ 2016-10-28 2016-10-31 $110.70 $110.60 Long 192 -0.09% 8208.04 29443.06
    QQQ 2016-10-31 2016-11-29 $110.60 $112.44 Long 192 1.67% 8320.48 29797.00
    QQQ 2016-11-29 2016-11-30 $112.44 $111.08 Long 191 -1.21% 8238.79 29536.99
    SPY 2016-11-30 2016-12-29 $193.62 $198.27 Long 110 2.40% 8437.06 30048.70
    SPY 2016-12-29 2016-12-30 $198.27 $197.55 Long 109 -0.37% 8400.42 29969.71
    QQQ 2016-12-30 2017-01-30 $112.34 $118.35 Long 192 5.35% 8637.12 31123.90
    QQQ 2017-01-30 2017-01-31 $118.35 $118.11 Long 190 -0.20% 8637.12 31078.87
    QQQ 2017-01-31 2017-02-27 $118.11 $123.66 Long 190 4.70% 9008.10 32132.77
    QQQ 2017-02-27 2017-02-28 $123.66 $123.28 Long 187 -0.31% 9008.10 32061.84
    QQQ 2017-02-28 2017-03-30 $123.28 $125.87 Long 187 2.10% 9133.97 32545.15
    QQQ 2017-03-30 2017-03-31 $125.87 $125.78 Long 186 -0.07% 9133.97 32529.24
    QQQ 2017-03-31 2017-04-27 $125.78 $128.98 Long 186 2.55% 9262.95 33124.82
    QQQ 2017-04-27 2017-04-28 $128.98 $129.21 Long 185 0.18% 9262.95 33167.00
    QQQ 2017-04-28 2017-05-30 $129.21 $134.29 Long 185 3.93% 9531.54 34107.41
    QQQ 2017-05-30 2017-05-31 $134.29 $134.25 Long 183 -0.04% 9531.54 34098.72
    QQQ 2017-05-31 2017-06-29 $134.25 $131.09 Long 183 -2.35% 9400.45 33520.90
    QQQ 2017-06-29 2017-06-30 $131.09 $131.14 Long 184 0.04% 9400.45 33529.67
    QQQ 2017-06-30 2017-07-28 $131.14 $137.04 Long 184 4.50% 9674.54 34616.57
    QQQ 2017-07-28 2017-07-31 $137.04 $136.46 Long 182 -0.42% 9674.54 34510.80
    QQQ 2017-07-31 2017-08-30 $136.46 $137.82 Long 182 0.99% 9674.54 34757.03
    QQQ 2017-08-30 2017-08-31 $137.82 $139.29 Long 182 1.07% 9755.20 35025.80
    UBT 2017-08-31 2017-09-28 $39.18 $37.16 Long 645 -5.16% 9383.63 33721.27
    UBT 2017-09-28 2017-09-29 $37.16 $37.30 Long 655 0.39% 9511.15 33815.52
    QQQ 2017-09-29 2017-10-30 $138.88 $144.74 Long 175 4.21% 9800.62 34839.83
    QQQ 2017-10-30 2017-10-31 $144.74 $145.28 Long 173 0.38% 9800.62 34933.99
    QQQ 2017-10-31 2017-11-29 $145.28 $146.91 Long 173 1.12% 9800.62 35216.46
    QQQ 2017-11-29 2017-11-30 $146.91 $148.14 Long 173 0.84% 10012.29 35429.55
    SPY 2017-11-30 2017-12-28 $237.54 $241.33 Long 107 1.59% 10012.29 35834.13
    SPY 2017-12-28 2017-12-29 $241.33 $240.42 Long 107 -0.38% 9953.64 35736.77
    QQQ 2017-12-29 2018-01-30 $149.04 $161.42 Long 173 8.31% 10599.31 37878.74
    QQQ 2018-01-30 2018-01-31 $161.42 $162.09 Long 169 0.41% 10599.31 37991.93
    QQQ 2018-01-31 2018-02-27 $162.09 $161.02 Long 169 -0.66% 10599.31 37812.44
    QQQ 2018-02-27 2018-02-28 $161.02 $159.99 Long 169 -0.64% 10599.31 37637.80
    QQQ 2018-02-28 2018-03-29 $159.99 $153.47 Long 169 -4.08% 10138.90 36535.79
    QQQ 2018-03-29 2018-04-27 $153.47 $155.35 Long 172 1.22% 10294.24 36858.89
    QQQ 2018-04-27 2018-04-30 $155.35 $154.25 Long 171 -0.71% 10294.24 36670.42
    QQQ 2018-04-30 2018-05-30 $154.25 $163.10 Long 171 5.74% 10620.45 38184.75
    QQQ 2018-05-30 2018-05-31 $163.10 $163.00 Long 169 -0.06% 10620.45 38166.93
    QQQ 2018-05-31 2018-06-28 $163.00 $164.42 Long 169 0.87% 10784.87 38407.78
    QQQ 2018-06-28 2018-06-29 $164.42 $164.86 Long 168 0.27% 10784.87 38482.00
    QQQ 2018-06-29 2018-07-30 $164.86 $168.19 Long 168 2.02% 10953.06 39040.30
    QQQ 2018-07-30 2018-07-31 $168.19 $169.47 Long 167 0.77% 10953.06 39255.24
    QQQ 2018-07-31 2018-08-30 $169.47 $179.04 Long 167 5.64% 11490.18 40852.80
    QQQ 2018-08-30 2018-08-31 $179.04 $179.27 Long 164 0.13% 11490.18 40890.60
    QQQ 2018-08-31 2018-09-27 $179.27 $178.80 Long 164 -0.26% 11490.18 40813.93
    QQQ 2018-09-27 2018-09-28 $178.80 $178.76 Long 164 -0.02% 11490.18 40807.61
    QQQ 2018-09-28 2018-10-24 $178.76 $159.09 Long 164 -11.01% 37580.63 37580.63
    QQQ 2018-10-30 2018-10-31 $159.65 $163.40 Long 170 2.35% 10622.42 38218.56
    TBF 2018-10-31 2018-11-29 $22.36 $22.11 Long 1234 -1.12% 10533.97 37909.78
    TBF 2018-11-29 2018-11-30 $22.11 $22.02 Long 1238 -0.42% 10489.93 37795.04
    TBF 2018-11-30 2018-12-28 $22.02 $20.91 Long 1240 -5.02% 10113.48 36423.15
    TBF 2018-12-28 2018-12-31 $20.91 $20.83 Long 1258 -0.40% 10110.31 36317.82
    UBT 2018-12-31 2019-01-30 $36.40 $35.83 Long 720 -1.56% 9966.98 35908.70
    UBT 2019-01-30 2019-01-31 $35.83 $36.43 Long 724 1.67% 10112.70 36340.66
    UBT 2019-01-31 2019-02-27 $36.43 $35.64 Long 720 -2.16% 9934.49 35774.71
    UBT 2019-02-27 2019-02-28 $35.64 $35.37 Long 725 -0.76% 9899.11 35579.03
    UBT 2019-02-28 2019-03-28 $35.37 $39.36 Long 726 11.27% 10686.30 38474.02
    UBT 2019-03-28 2019-03-29 $39.36 $39.25 Long 706 -0.28% 10686.30 38396.88
    UBT 2019-03-29 2019-04-29 $39.25 $37.31 Long 706 -4.94% 10275.87 37028.45
    UBT 2019-04-29 2019-04-30 $37.31 $37.62 Long 717 0.81% 10351.10 37246.45
    UBT 2019-04-30 2019-05-30 $37.62 $41.76 Long 715 11.01% 11186.27 40208.41
    UBT 2019-05-30 2019-05-31 $41.76 $42.85 Long 695 2.61% 11400.51 40964.50
    UBT 2019-05-31 2019-06-27 $42.85 $43.59 Long 690 1.73% 11531.27 41477.04
    UBT 2019-06-27 2019-06-28 $43.59 $43.55 Long 687 -0.09% 11597.06 41450.79
    QQQ 2019-06-28 2019-07-30 $180.93 $187.75 Long 165 3.77% 11972.57 42576.26
    QQQ 2019-07-30 2019-07-31 $187.75 $185.16 Long 163 -1.38% 11734.74 42153.01
    UBT 2019-07-31 2019-08-29 $43.64 $53.49 Long 697 22.56% 13606.84 49016.18
    UBT 2019-08-29 2019-08-30 $53.49 $53.56 Long 662 0.13% 13660.40 49063.60
    UBT 2019-08-30 2019-09-12 $53.56 $48.08 Long 661 -10.23% 45443.10 45443.10
    UBT 2019-09-27 2019-09-30 $50.24 $50.47 Long 653 0.46% 12686.11 45593.12
    UBT 2019-09-30 2019-10-30 $50.47 $47.92 Long 652 -5.05% 12206.92 43929.83
    UBT 2019-10-30 2019-10-31 $47.92 $49.18 Long 662 2.64% 12452.83 44766.31
    UBT 2019-10-31 2019-11-29 $49.18 $48.58 Long 657 -1.23% 12510.67 44370.10
    QQQ 2019-11-29 2019-12-30 $199.12 $206.47 Long 160 3.69% 12717.14 45545.76
    QQQ 2019-12-30 2019-12-31 $206.47 $206.86 Long 159 0.19% 12717.14 45607.64
    QQQ 2019-12-31 2020-01-30 $206.86 $216.58 Long 159 4.70% 13150.30 47153.08
    QQQ 2020-01-30 2020-01-31 $216.58 $213.14 Long 157 -1.59% 12963.08 46613.86
    UBT 2020-01-31 2020-02-27 $52.50 $56.98 Long 641 8.55% 13760.86 49489.76
    UBT 2020-02-27 2020-02-28 $56.98 $59.74 Long 627 4.84% 14238.81 51220.42
    UBT 2020-02-28 2020-03-10 $59.74 $63.07 Long 619 5.57% 53280.25 53280.25
    UBT 2020-03-30 2020-03-31 $66.58 $65.57 Long 578 -1.52% 14666.49 52695.15
    UBT 2020-03-31 2020-04-29 $65.57 $68.16 Long 580 3.96% 15075.45 54199.30
    UBT 2020-04-29 2020-04-30 $68.16 $66.90 Long 574 -1.85% 14874.75 53477.14
    UBT 2020-04-30 2020-05-28 $66.90 $63.26 Long 577 -5.44% 14305.39 51377.22
    UBT 2020-05-28 2020-05-29 $63.26 $64.12 Long 586 1.35% 14433.62 51877.20
    UBT 2020-05-29 2020-06-29 $64.12 $64.89 Long 584 1.21% 14563.40 52330.43
    UBT 2020-06-29 2020-06-30 $64.89 $64.38 Long 582 -0.79% 14546.66 52030.25
    QQQ 2020-06-30 2020-07-30 $241.83 $255.04 Long 155 5.46% 15056.75 54078.52
    QQQ 2020-07-30 2020-07-31 $255.04 $259.60 Long 153 1.78% 15316.35 54774.88
    QQQ 2020-07-31 2020-08-28 $259.60 $285.71 Long 152 10.06% 16459.20 58744.64
    QQQ 2020-08-28 2020-08-31 $285.71 $288.01 Long 148 0.80% 16459.20 59084.33
    QQQ 2020-08-31 2020-09-23 $288.01 $258.38 Long 148 -10.29% 54699.15 54699.15
    QQQ 2020-09-29 2020-09-30 $269.91 $271.76 Long 146 0.68% 15292.29 54969.05
    QQQ 2020-09-30 2020-10-29 $271.76 $270.34 Long 146 -0.52% 15292.29 54761.99
    QQQ 2020-10-29 2020-10-30 $270.34 $263.48 Long 146 -2.54% 15028.81 53760.93
    QQQ 2020-10-30 2020-11-27 $263.48 $292.47 Long 147 11.00% 16198.67 58021.20
    QQQ 2020-11-27 2020-11-30 $292.47 $293.06 Long 143 0.20% 16198.67 58106.52
    QQQ 2020-11-30 2020-12-30 $293.06 $306.68 Long 143 4.65% 16812.02 60053.33
    QQQ 2020-12-30 2020-12-31 $306.68 $307.43 Long 141 0.25% 16812.02 60159.72
    QQQ 2020-12-31 2021-01-28 $307.43 $314.86 Long 141 2.42% 17126.88 61207.00
    QQQ 2021-01-28 2021-01-29 $314.86 $308.23 Long 140 -2.10% 16818.64 60279.64
    QQQ 2021-01-29 2021-02-25 $308.23 $306.54 Long 141 -0.55% 16818.64 60040.61
    QQQ 2021-02-25 2021-02-26 $306.54 $307.82 Long 141 0.42% 17072.16 60221.61
    SPY 2021-02-26 2021-03-30 $362.60 $377.53 Long 119 4.12% 17449.70 61998.70
    SPY 2021-03-30 2021-03-31 $377.53 $379.06 Long 118 0.41% 17449.70 62179.28
    SPY 2021-03-31 2021-04-29 $379.06 $401.76 Long 118 5.99% 18253.22 64857.43
    SPY 2021-04-29 2021-04-30 $401.76 $399.12 Long 116 -0.66% 18253.22 64551.22
    SPY 2021-04-30 2021-05-28 $399.12 $401.74 Long 116 0.66% 18253.22 64855.21
    SPY 2021-05-28 2021-06-29 $401.74 $410.42 Long 116 2.16% 18663.64 65862.42
    SPY 2021-06-29 2021-06-30 $410.42 $410.77 Long 115 0.08% 18556.04 65902.14
    QQQ 2021-06-30 2021-07-29 $348.13 $359.97 Long 136 3.40% 18916.01 67511.83
    QQQ 2021-07-29 2021-07-30 $359.97 $358.09 Long 135 -0.52% 18866.85 67258.56
    SPY 2021-07-30 2021-08-30 $420.80 $433.96 Long 115 3.13% 19300.81 68772.63
    SPY 2021-08-30 2021-08-31 $433.96 $433.32 Long 114 -0.15% 19436.97 68699.33
    QQQ 2021-08-31 2021-09-29 $373.20 $353.30 Long 132 -5.33% 18377.09 66072.09
    QQQ 2021-09-29 2021-09-30 $353.30 $352.00 Long 135 -0.37% 18326.18 65896.86
    UBT 2021-09-30 2021-10-28 $50.18 $52.14 Long 948 3.90% 18847.55 67752.16
    UBT 2021-10-28 2021-10-29 $52.14 $52.44 Long 938 0.57% 19053.84 68032.49
    QQQ 2021-10-29 2021-11-29 $379.68 $393.03 Long 129 3.52% 19446.87 69755.14
    QQQ 2021-11-29 2021-11-30 $393.03 $387.26 Long 128 -1.47% 19179.83 69016.29
    UBT 2021-11-30 2021-12-30 $55.25 $52.67 Long 902 -4.68% 18547.82 66685.78
    UBT 2021-12-30 2021-12-31 $52.67 $52.48 Long 914 -0.35% 18495.34 66518.36
    UBT 2021-12-31 2022-01-18 $52.48 $47.19 Long 915 -10.08% 61675.48 61675.48
    UBT 2022-01-28 2022-01-31 $49.17 $48.77 Long 906 -0.80% 17019.42 61317.36
    TBF 2022-01-31 2022-02-25 $15.75 $16.31 Long 2812 3.55% 17459.85 62889.91
    TBF 2022-02-25 2022-02-28 $16.31 $15.96 Long 2785 -2.15% 17188.50 61913.21
    TBF 2022-02-28 2022-03-30 $15.96 $16.82 Long 2802 5.40% 17861.47 64330.04
    TBF 2022-03-30 2022-03-31 $16.82 $16.77 Long 2762 -0.34% 17811.17 64172.96
    TBF 2022-03-31 2022-04-28 $16.77 $18.26 Long 2765 8.88% 18961.27 68287.60
    TBF 2022-04-28 2022-04-29 $18.26 $18.49 Long 2702 1.30% 19127.70 68927.87
    TBF 2022-04-29 2022-05-31 $18.49 $18.82 Long 2693 1.79% 19391.24 69821.26
    TBF 2022-05-31 2022-06-29 $18.82 $19.18 Long 2679 1.91% 19659.82 70786.19
    TBF 2022-06-29 2022-06-30 $19.18 $19.00 Long 2665 -0.94% 19526.79 70306.25
    TBF 2022-06-30 2022-07-28 $19.00 $18.48 Long 2672 -2.74% 19138.65 68913.29
    TBF 2022-07-28 2022-07-29 $18.48 $18.52 Long 2693 0.21% 19157.17 69015.40
    TBF 2022-07-29 2022-08-30 $18.52 $19.22 Long 2692 3.79% 19676.17 70903.58
    TBF 2022-08-30 2022-08-31 $19.22 $19.40 Long 2665 0.94% 19811.99 71383.52
    TBF 2022-08-31 2022-09-29 $19.40 $20.85 Long 2658 7.47% 20896.32 75238.16
    TBF 2022-09-29 2022-09-30 $20.85 $21.14 Long 2606 1.36% 21086.55 75979.18
    TBF 2022-09-30 2022-10-28 $21.14 $22.31 Long 2597 5.56% 21934.42 79031.51
    TBF 2022-10-28 2022-10-31 $22.31 $22.50 Long 2559 0.85% 22069.43 79516.62
    TBF 2022-10-31 2022-11-29 $22.50 $21.14 Long 2553 -6.07% 21118.27 76032.03
    TBF 2022-11-29 2022-11-30 $21.14 $21.01 Long 2598 -0.58% 21013.20 75711.91
    TBF 2022-11-30 2022-12-29 $21.01 $21.34 Long 2603 1.56% 21247.94 76562.54
    TBF 2022-12-29 2022-12-30 $21.34 $21.58 Long 2592 1.11% 21420.57 77179.06
    TBF 2022-12-30 2023-01-30 $21.58 $20.27 Long 2584 -6.04% 20487.93 73810.94
    TBF 2023-01-30 2023-01-31 $20.27 $20.09 Long 2630 -0.89% 20370.19 73335.51
    FXE 2023-01-31 2023-02-27 $98.27 $95.96 Long 539 -2.34% 20082.30 72094.14
    FXE 2023-02-27 2023-02-28 $95.96 $95.67 Long 542 -0.31% 19970.70 71934.82
    TBF 2023-02-28 2023-03-30 $21.24 $20.60 Long 2447 -3.01% 19538.16 70371.09
    TBF 2023-03-30 2023-03-31 $20.60 $20.30 Long 2468 -1.45% 19339.20 69636.10
    UBT 2023-03-31 2023-04-27 $26.29 $25.56 Long 1913 -2.77% 18955.75 68242.06
    UBT 2023-04-27 2023-04-28 $25.56 $26.30 Long 1928 2.89% 19350.28 69665.76
    UBT 2023-04-28 2023-05-22 $26.30 $23.53 Long 1913 -10.53% 64368.42 64368.42
    UBT 2023-05-30 2023-05-31 $24.10 $24.58 Long 1929 2.01% 18133.47 65301.24
    TBF 2023-05-31 2023-06-29 $21.02 $21.35 Long 2244 1.55% 18325.58 66033.46
    TBF 2023-06-29 2023-06-30 $21.35 $21.11 Long 2235 -1.09% 18474.16 65511.35
    QQQ 2023-06-30 2023-07-28 $367.48 $381.46 Long 128 3.81% 18855.62 67301.57
    QQQ 2023-07-28 2023-07-31 $381.46 $381.66 Long 127 0.05% 18855.62 67326.84
    QQQ 2023-07-31 2023-08-30 $381.66 $374.88 Long 127 -1.78% 18480.74 66465.25
    QQQ 2023-08-30 2023-08-31 $374.88 $376.00 Long 128 0.30% 18494.45 66609.13
    TBF 2023-08-31 2023-09-28 $22.62 $24.70 Long 2127 9.19% 19729.48 71032.59
    TBF 2023-09-28 2023-09-29 $24.70 $24.70 Long 2077 0.00% 19729.48 71032.59
    TBF 2023-09-29 2023-10-30 $24.70 $26.05 Long 2077 5.45% 20510.87 73827.23
    TBF 2023-10-30 2023-10-31 $26.05 $26.22 Long 2047 0.68% 20589.53 74189.11
    TBF 2023-10-31 2023-11-29 $26.22 $23.63 Long 2044 -9.89% 19124.47 68889.38
    TBF 2023-11-29 2023-11-30 $23.63 $23.91 Long 2106 1.21% 19291.88 69489.20
    TBF 2023-11-30 2023-12-28 $23.91 $21.91 Long 2099 -8.38% 18130.65 65280.97
    TBF 2023-12-28 2023-12-29 $21.91 $22.11 Long 2152 0.91% 18269.23 65711.37
    QQQ 2023-12-29 2024-01-30 $408.98 $424.74 Long 116 3.85% 19118.72 67539.45
    QQQ 2024-01-30 2024-01-31 $424.74 $416.42 Long 114 -1.96% 18488.27 66591.07
    UBT 2024-01-31 2024-02-28 $21.20 $19.92 Long 2269 -6.04% 17691.47 63686.75
    UBT 2024-02-28 2024-02-29 $19.92 $20.16 Long 2309 1.20% 18206.25 64240.91

    Signals

    Strategy Size Ticker Date State Type Profit TimeFrame
    FX 0.72 QQQ 2024-02-29 Hold Long -0.22% EndOfMonth
    momentum  FXA  FXB  FXC  FXE  FXF  FXY  SPY  QQQ  UBT  TBF